**** ROBUSTNESS CHECK: THIS PROGRAM ESTIMATES 
**** AN UNCONSTRAINED DYNAMIC STATE-DEPENDENT MODEL 
**** WITHOUT INDUSTRY PRODUCER PRICE INDICES NOR YEAR DUMMIES **
. 
. 
. /*** UNCONSTRAINED DYNAMIC MODELS WITH LAGGED REGRESSORS  **/
. /** Ordered Probit "� la Rivers-Vuong/Wooldridge" with random effects **/
. 
. reoprob  evprpf evprmp evprmp_l1 evprmp_l2 evprmp_l3 cum_evprmp_l123 ///
>                 isalmtot2 isalmtot2_l1 isalmtot2_l2 isalmtot2_l3 cum_isalmtot_l123  ///
>                 evpro evpro_l1  evpro_l2  evpro_l3  cum_evpro_l123   ///
>                 tva_2000 tva_2000_2 euro_2002 euro_2002_2 ///
>                 y_null res_evprmp  res_evprmp_l1 res_evprmp_l2 res_evprmp_l3 res_cum_evprmp_l123
>  ///
>                 res_isalmtot res_isalmtot_l1 res_isalmtot_l2 res_isalmtot_l3 res_cum_isalmtot_l1
> 23  ///
>                 res_evpro res_evpro_l1  res_evpro_l2  res_evpro_l3  res_cum_evpro_l123   ///
>                    /*ind_da*/ ind_db ind_dc ind_dd ind_de ind_dg ind_dh ind_di ///
>                    ind_dj ind_dk ind_dl ind_dm ind_dn ///
>                 ,  i(ident_stata)

Fitting constant-only model:

Iteration 0:   log likelihood = -31916.104  (not concave)
Iteration 1:   log likelihood = -30878.241  
Iteration 2:   log likelihood = -30720.459  
Iteration 3:   log likelihood = -30654.738  
Iteration 4:   log likelihood =  -30653.91  
Iteration 5:   log likelihood = -30653.908  

Fitting full model:

Iteration 0:   log likelihood = -29977.899  (not concave)
Iteration 1:   log likelihood = -29836.821  (not concave)
Iteration 2:   log likelihood = -29787.157  (not concave)
Iteration 3:   log likelihood = -29689.537  (not concave)
Iteration 4:   log likelihood = -28968.604  (not concave)
Iteration 5:   log likelihood = -28926.614  
Iteration 6:   log likelihood = -28754.507  
Iteration 7:   log likelihood = -28648.525  
Iteration 8:   log likelihood = -28642.432  
Iteration 9:   log likelihood = -28642.413  
Iteration 10:  log likelihood = -28642.413  

Random Effects Ordered Probit                     Number of obs   =      50679
                                                  LR chi2(47)     =    4022.99
Log likelihood = -28642.413                       Prob > chi2     =     0.0000

---------------------------------------------------------------------------------------
               evprpf |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
----------------------+----------------------------------------------------------------
eq1                   |
               evprmp |   1.387965   .3371309     4.12   0.000     .7272008     2.04873
            evprmp_l1 |  -.1817021   .1611593    -1.13   0.260    -.4975684    .1341643
            evprmp_l2 |   .0217837   .0681672     0.32   0.749    -.1118217     .155389
            evprmp_l3 |   .1259415   .0445313     2.83   0.005     .0386618    .2132212
      cum_evprmp_l123 |   .2187778   .0313851     6.97   0.000     .1572642    .2802915
            isalmtot2 |   .2160846   .0406337     5.32   0.000      .136444    .2957252
         isalmtot2_l1 |   .0021641   .0204275     0.11   0.916    -.0378731    .0422013
         isalmtot2_l2 |  -.0417869   .0227417    -1.84   0.066    -.0863598    .0027861
         isalmtot2_l3 |  -.0597994   .0263194    -2.27   0.023    -.1113844   -.0082143
    cum_isalmtot_l123 |  -.0128649    .019908    -0.65   0.518    -.0518838     .026154
                evpro |   .1280077   .0643887     1.99   0.047     .0018082    .2542072
             evpro_l1 |   .0409714   .0119215     3.44   0.001     .0176057    .0643372
             evpro_l2 |   .0467184   .0125967     3.71   0.000     .0220294    .0714075
             evpro_l3 |    .005415   .0147473     0.37   0.713    -.0234891    .0343191
       cum_evpro_l123 |   .0611073   .0109472     5.58   0.000     .0396513    .0825633
             tva_2000 |   .2340596   .0771093     3.04   0.002     .0829282    .3851911
           tva_2000_2 |  -.0175402   .0567698    -0.31   0.757    -.1288071    .0937266
            euro_2002 |  -.0570439    .062766    -0.91   0.363    -.1800629    .0659751
          euro_2002_2 |   .0438359   .0249606     1.76   0.079     -.005086    .0927578
               y_null |    .047892   .0215427     2.22   0.026     .0056691    .0901149
           res_evprmp |  -.8055971   .3373478    -2.39   0.017    -1.466787   -.1444077
        res_evprmp_l1 |  -.1279177   .1628345    -0.79   0.432    -.4470674     .191232
        res_evprmp_l2 |  -.1400783   .0722681    -1.94   0.053    -.2817211    .0015645
        res_evprmp_l3 |  -.1817321   .0506756    -3.59   0.000    -.2810543   -.0824098
  res_cum_evprmp_l123 |  -.2097287   .0319347    -6.57   0.000    -.2723196   -.1471378
         res_isalmtot |  -.2235818   .0433901    -5.15   0.000    -.3086249   -.1385387
      res_isalmtot_l1 |    .011059   .0358351     0.31   0.758    -.0591766    .0812946
      res_isalmtot_l2 |   .1294741    .034772     3.72   0.000     .0613223     .197626
      res_isalmtot_l3 |   .0874072   .0364051     2.40   0.016     .0160544    .1587599
res_cum_isalmtot_l123 |   .0183493   .0204249     0.90   0.369    -.0216827    .0583813
            res_evpro |  -.0666821   .0648241    -1.03   0.304    -.1937351    .0603708
         res_evpro_l1 |  -.1042925   .0209796    -4.97   0.000    -.1454117   -.0631734
         res_evpro_l2 |   -.108249   .0197866    -5.47   0.000      -.14703   -.0694679
         res_evpro_l3 |   -.044546   .0208352    -2.14   0.033    -.0853821   -.0037098
   res_cum_evpro_l123 |  -.0525213   .0116824    -4.50   0.000    -.0754184   -.0296242
               ind_db |  -.2562492    .056895    -4.50   0.000    -.3677614   -.1447371
               ind_dc |   -.080206   .0827089    -0.97   0.332    -.2423125    .0819005
               ind_dd |   -.203831   .0662712    -3.08   0.002    -.3337203   -.0739417
               ind_de |  -.1709533    .045356    -3.77   0.000    -.2598494   -.0820572
               ind_dg |  -.0762121   .0475632    -1.60   0.109    -.1694343    .0170101
               ind_dh |  -.2436578   .0514298    -4.74   0.000    -.3444583   -.1428573
               ind_di |  -.2012342   .0515157    -3.91   0.000    -.3022032   -.1002653
               ind_dj |  -.0963429   .0454234    -2.12   0.034    -.1853712   -.0073146
               ind_dk |  -.2485735   .0468262    -5.31   0.000    -.3403513   -.1567958
               ind_dl |  -.3725802   .0544141    -6.85   0.000    -.4792298   -.2659306
               ind_dm |  -.3715369   .0508333    -7.31   0.000    -.4711684   -.2719054
               ind_dn |  -.0659331   .0594052    -1.11   0.267    -.1823652     .050499
----------------------+----------------------------------------------------------------
_cut1                 |
                _cons |  -1.464339   .0324081   -45.18   0.000    -1.527857    -1.40082
----------------------+----------------------------------------------------------------
_cut2                 |
                _cons |    1.49272   .0324283    46.03   0.000     1.429162    1.556278
----------------------+----------------------------------------------------------------
rho                   |
                _cons |   .1338844   .0060173    22.25   0.000     .1220908     .145678
---------------------------------------------------------------------------------------

. 
. 
end of do-file

. exit, clear
